Main Statistical Values - Table
| 11/0 | .Aluminium (Kasse) | ZigZag 2 | Aluminium | |||
|---|---|---|---|---|---|---|
| Years | 6.4 | Start | 22.02.2006 | End | 27.07.2012 | |
| TRADES | Count | #11 | Yearly | #1.7 | Every | 213. day |
| HITS | Ratio | 63.64% | Wins | #7 | Losses | #4 |
| PERFORM | Profitf. | 4.914 | WinSum | 68.514 | LossSum | -13.944 |
| Efficiency | 66.99% | AvWin | 9.788 | LossAv | -3.486 | |
| RETURN | Sum | 54.570 | Yearly | 8.473 | Daily | 0.023 |
| Average | 4.961 | AvAbs | 7.41 | Kurtosis | 1.73 | |
| Median | 7.464 | MaxWin | 16.042 | MaxLoss | -5.165 | |
| StdDev | 6.91 | Excess | -1.27 | 1/Prof. | 0.20 | |
| INVTIME | Days | 16.5% | Year | 16.4% | 267 of | 1616 |
| FULL | Year | 51.629 | ||||
| LENGTH | Average | 24.3 | StdDev | 17.01 | Median | 19.0 |
| EOD-signals and all returns in [%] relative to buy price. | ||||||
Temporary Intra Trade Statistical Values - Table
| Temporary Returns | ||||||
|---|---|---|---|---|---|---|
| Hits | Ratio | 63.4% | Wins | 168 | Losses | 97 |
| Average | Diff. | 2.99 | Wins | 6.57 | Losses | -3.13 |
| Sum | Proftf. | 3.6 | Wins | 1103.0 | Losses | -303.5 |
| SqrSum | Profitf. | 9.6 | Wins | 14417.8 | Losses | 1496.2 |
| Extremal Temporary Returns | ||||||
| Average | Diff. | 4.6 | Wins | 8.06 | Losses | -3.45 |
| Sum | Proftf. | 2.3 | Wins | 88.61 | Losses | -37.99 |
Cummulative Return - Timeseries
Cummulative Return (from Trade to Trade) - Series
Cummulative Return (from Day to Day im Market) - Series
Return - Distribution
Intra Trade Return - Distribution
Trade Durations - Distribution
Return versus Trade Duration - Scatter
Every Trade - Series
Every Trade Reverse - Series
Pseude Average Trade - Series
Temporary Maximal Wins and Losses - Distribution
Temporary Maximal Wins and Loss versus Return - Scatter
